S5SD.L vs. UD07.L

Last updated Jun 5, 2026

S5SD.L (UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis) and UD07.L (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc) are both exchange-traded funds - S5SD.L is a S&P 500 fund tracking the S&P 500 Index, while UD07.L is a Commodities fund tracking the UBS BCOM Constant Maturity. Both are passively managed. Over the past year, S5SD.L returned 30.12% vs 33.96% for UD07.L. At a correlation of -0.04, they often move in opposite directions. S5SD.L charges 0.12%/yr vs 0.34%/yr for UD07.L.

Performance

S5SD.L vs. UD07.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L) and UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, S5SD.L achieves a 9.02% return, which is significantly lower than UD07.L's 19.95% return.

S5SD.L

• 1D: -0.44%
• 1M: 5.04%
• YTD: 9.02%
• 6M: 9.50%
• 1Y: 30.12%
• 3Y*: —
• 5Y*: —
• 10Y*: —

UD07.L

• 1D: -1.21%
• 1M: -1.41%
• YTD: 19.95%
• 6M: 19.54%
• 1Y: 33.96%
• 3Y*: 11.52%
• 5Y*: 13.21%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

S5SD.L vs. UD07.L - Yearly Performance Comparison

	2026 (YTD)	2025
S5SD.L UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis	9.02%	27.97%
UD07.L UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc	19.95%	10.78%

Correlation

The correlation between S5SD.L and UD07.L is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.02
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025	-0.04

S5SD.L vs. UD07.L - Sectors Allocation Comparison

Sectors	S5SD.L	UD07.L
Technology	38.6%	16.1%
Communication Services	14.5%	55.9%
Financial Services	12.0%	6.2%
Healthcare	9.3%	3.1%
Industrials	6.8%	7.2%
Consumer Defensive	5.1%	1.9%
Consumer Cyclical	4.6%	5.2%
Energy	4.2%	1.4%
Real Estate	2.2%	0.1%
Basic Materials	1.9%	0.7%
Utilities	0.8%	2.2%

Return for Risk

S5SD.L vs. UD07.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

S5SD.L

S5SD.L Risk / Return Rank: 85
S5SD.L Sharpe Ratio Rank: 88
S5SD.L Sortino Ratio Rank: 88
S5SD.L Omega Ratio Rank: 88
S5SD.L Calmar Ratio Rank: 81
S5SD.L Martin Ratio Rank: 81

UD07.L

UD07.L Risk / Return Rank: 72
UD07.L Sharpe Ratio Rank: 70
UD07.L Sortino Ratio Rank: 62
UD07.L Omega Ratio Rank: 69
UD07.L Calmar Ratio Rank: 89
UD07.L Martin Ratio Rank: 72

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

S5SD.L vs. UD07.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L) and UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	S5SD.L	UD07.L	Difference
Sharpe ratio: Return per unit of total volatility	2.89	2.27	+0.62
Sortino ratio: Return per unit of downside risk	3.93	2.87	+1.06
Omega ratio: Gain probability vs. loss probability	1.54	1.40	+0.14
Calmar ratio: Return relative to maximum drawdown	4.13	5.19	-1.06
Martin ratio: Return relative to average drawdown	15.94	13.25	+2.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

S5SD.L vs. UD07.L - Sharpe Ratio Comparison

The current S5SD.L Sharpe Ratio is 2.89, which is comparable to the UD07.L Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of S5SD.L and UD07.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	S5SD.L	UD07.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.89	2.27	+0.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.46	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.09	0.41	+2.68

Drawdowns

S5SD.L vs. UD07.L - Drawdown Comparison

The maximum S5SD.L drawdown since its inception was -7.32%, smaller than the maximum UD07.L drawdown of -39.71%. Use the drawdown chart below to compare losses from any high point for S5SD.L and UD07.L.

Drawdown Indicators

	S5SD.L	UD07.L	Difference
Max Drawdown Largest peak-to-trough decline	-7.32%	-39.71%	+32.39%
Max Drawdown (1Y) Largest decline over 1 year	-7.32%	-6.51%	-0.81%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.61%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-39.71%	—
Current Drawdown Current decline from peak	-0.44%	-12.41%	+11.97%
Average Drawdown Average peak-to-trough decline	-1.26%	-18.80%	+17.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	2.56%	-0.66%

Volatility

S5SD.L vs. UD07.L - Volatility Comparison

The current volatility for UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L) is 2.81%, while UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) has a volatility of 5.12%. This indicates that S5SD.L experiences smaller price fluctuations and is considered to be less risky than UD07.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	S5SD.L	UD07.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.81%	5.12%	-2.31%
Volatility (6M) Calculated over the trailing 6-month period	7.10%	12.57%	-5.47%
Volatility (1Y) Calculated over the trailing 1-year period	10.53%	14.93%	-4.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.47%	28.79%	-17.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.47%	23.77%	-12.30%

S5SD.L vs. UD07.L - Expense Ratio Comparison

S5SD.L has a 0.12% expense ratio, which is lower than UD07.L's 0.34% expense ratio.

Dividends

S5SD.L vs. UD07.L - Dividend Comparison

Neither S5SD.L nor UD07.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both S5SD.L and UD07.L in my portfolio?

S5SD.L and UD07.L have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, S5SD.L or UD07.L?

On fees, S5SD.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, S5SD.L or UD07.L?

S5SD.L is cheaper with a 0.12% expense ratio, compared with 0.34% for UD07.L.

What is the main difference between S5SD.L and UD07.L?

S5SD.L is categorized as S&P 500, while UD07.L is Commodities. S5SD.L tracks S&P 500 Index, while UD07.L tracks UBS BCOM Constant Maturity. Their fees differ too: 0.12% for S5SD.L and 0.34% for UD07.L.